CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1048 |
1.1041 |
-0.0007 |
-0.1% |
1.1015 |
| High |
1.1080 |
1.1055 |
-0.0026 |
-0.2% |
1.1080 |
| Low |
1.1001 |
1.1006 |
0.0005 |
0.0% |
1.0985 |
| Close |
1.1050 |
1.1025 |
-0.0026 |
-0.2% |
1.1025 |
| Range |
0.0079 |
0.0049 |
-0.0030 |
-38.0% |
0.0095 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
717 |
1,276 |
559 |
78.0% |
3,040 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1149 |
1.1051 |
|
| R3 |
1.1126 |
1.1100 |
1.1038 |
|
| R2 |
1.1077 |
1.1077 |
1.1033 |
|
| R1 |
1.1051 |
1.1051 |
1.1029 |
1.1040 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1023 |
| S1 |
1.1002 |
1.1002 |
1.1020 |
1.0991 |
| S2 |
1.0979 |
1.0979 |
1.1016 |
|
| S3 |
1.0930 |
1.0953 |
1.1011 |
|
| S4 |
1.0881 |
1.0904 |
1.0998 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1265 |
1.1077 |
|
| R3 |
1.1220 |
1.1170 |
1.1051 |
|
| R2 |
1.1125 |
1.1125 |
1.1042 |
|
| R1 |
1.1075 |
1.1075 |
1.1033 |
1.1100 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1042 |
| S1 |
1.0980 |
1.0980 |
1.1016 |
1.1005 |
| S2 |
1.0935 |
1.0935 |
1.1007 |
|
| S3 |
1.0840 |
1.0885 |
1.0998 |
|
| S4 |
1.0745 |
1.0790 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1080 |
1.0985 |
0.0095 |
0.9% |
0.0054 |
0.5% |
42% |
False |
False |
608 |
| 10 |
1.1161 |
1.0953 |
0.0209 |
1.9% |
0.0066 |
0.6% |
35% |
False |
False |
637 |
| 20 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0065 |
0.6% |
28% |
False |
False |
479 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0058 |
0.5% |
51% |
False |
False |
328 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0057 |
0.5% |
67% |
False |
False |
256 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0052 |
0.5% |
71% |
False |
False |
220 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.4% |
71% |
False |
False |
194 |
| 120 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0047 |
0.4% |
60% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1183 |
|
1.618 |
1.1134 |
|
1.000 |
1.1104 |
|
0.618 |
1.1085 |
|
HIGH |
1.1055 |
|
0.618 |
1.1036 |
|
0.500 |
1.1030 |
|
0.382 |
1.1024 |
|
LOW |
1.1006 |
|
0.618 |
1.0975 |
|
1.000 |
1.0957 |
|
1.618 |
1.0926 |
|
2.618 |
1.0877 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1039 |
| PP |
1.1028 |
1.1034 |
| S1 |
1.1026 |
1.1029 |
|